A proxy server provides safer and more efficient surfing. Although commercial proxy solutions are available, all you really need is Linux and an old PC in the attic.
I have had a home network for several years. I started with a router using Windows XP with ICS (Internet Connection Sharing) and one multi-homed Ethernet card. The main disadvantages were instability, low performance, and a total lack of security. Troubleshooting was totally impossible. Firewall configuration was at the mercy of inexperienced users, who clicked randomly at security settings as if they were playing Russian roulette. I finally turned to Linux and set up an iptables firewall on a Pentium II computer acting as a router. The firewall system would keep the attackers off my network and log incoming and outgoing traffic. Along with the iptables firewall, I also set up a Squid proxy server to improve Internet performance, filter out unwanted popup ads, and block dangerous URLs.
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